+14,053.0%
ECL vs EVRG
+2,252.5%
+11,800.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +0.4% | +3.5% | -3.1% | -0.9% |
| 30D | +8.6% | +9.2% | -0.7% | +5.0% |
| 3M | +7.9% | +8.6% | -0.7% | +4.5% |
| 6M | +21.0% | +10.0% | +11.1% | +16.6% |
| YTD | +17.5% | +25.1% | -7.6% | +7.8% |
| 1Y | +19.7% | +19.5% | +0.1% | +11.5% |
| 3Y | +77.4% | +102.3% | -24.9% | +35.0% |
| 5Y | +38.7% | +66.8% | -28.1% | +13.0% |
| 10Y | +193.5% | +125.0% | +68.5% | +111.8% |
| All | +14,053.0% | +2,252.5% | +11,800.5% | +4,897.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling